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Endogenous uncertainty : a unified view of market volatility
Kurz, Mordecai - 1997
Persistent link: https://www.econbiz.de/10000974094
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Fundamental value and market value
Brainard, William C.; Shapiro, Matthew D.; Shoven, John B. - 1990
Persistent link: https://www.econbiz.de/10000799511
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The other side of the tradeoff : the impact of risk on executive compensation
Aggarwal, Rajesh; Samwick, Andrew A. - 1998
Persistent link: https://www.econbiz.de/10001372612
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Endogenous uncertainty and market volatility
Kurz, Mordecai; Motolese, Maurizio - 1999
Persistent link: https://www.econbiz.de/10001374754
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Measuring economic policy uncertainty
Baker, Scott; Bloom, Nicholas; Davis, Steven J. - 2015
Persistent link: https://www.econbiz.de/10011415992
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Why does idiosyncratic risk increase with market risk?
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2016
From 1963 through 2015, idiosyncratic risk (IR) is high when market risk (MR) is high. We show that the positive relation between IR and MR is highly stable through time and is robust across exchanges, firm size, liquidity, and market-to-book groupings. Though stock liquidity affects the...
Persistent link: https://www.econbiz.de/10011520321
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Why does idiosyncratic risk increase with market risk?
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2016
Persistent link: https://www.econbiz.de/10011528647
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Worker betas : five facts about systematic earnings risk
Guvenen, Fatih; Schulhofer-Wohl, Sam; Song, Jae; Yogo, … - 2017
Persistent link: https://www.econbiz.de/10011619017
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Portfolio choices, firm shocks and uninsurable wage risk
Fagereng, Andreas; Guiso, Luigi; Pistaferri, Luigi - 2016
Persistent link: https://www.econbiz.de/10011581155